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Zhiguo He (何治国)
Zhiguo He (何治国)
James Irvin Miller Professor of Finance, Stanford University; NBER
Verified email at stanford.edu - Homepage
Title
Cited by
Cited by
Year
Intermediary asset pricing
Z He, A Krishnamurthy
American Economic Review 103 (2), 732-770, 2013
17032013
Blockchain Disruption and Smart Contracts
LW Cong, Z He
Review of Financial Studies 32, 1754-1797, 2017
13292017
Intermediary asset pricing: New evidence from many asset classes
Z He, B Kelly, A Manela
Journal of Financial Economics (126), 1-35, 2017
8142017
Rollover risk and credit risk
Z He, W Xiong
The Journal of Finance 67 (2), 391-430, 2012
8082012
A model of capital and crises
Z He, A Krishnamurthy
The Review of Economic Studies 79 (2), 735-777, 2012
7112012
Dynamic debt runs
Z He, W Xiong
The Review of Financial Studies 25 (6), 1799-1843, 2012
5522012
Dynamic Agency and the q Theory of Investment
PM DeMarzo, MJ Fishman, Z He, N Wang
The journal of Finance 67 (6), 2295-2340, 2012
4752012
The financing of local government in China: Stimulus loan wanes and shadow banking waxes
Z Chen, Z He, C Liu
Journal of Financial Economics 137 (1), 42–71, 2021
4742021
A theory of debt maturity: the long and short of debt overhang
DW Diamond, Z He
The Journal of Finance 69 (2), 719-762, 2014
4272014
Decentralized mining in centralized pools
LW Cong, Z He, J Li
The Review of Financial Studies 34 (3), 1191-1235, 2021
3902021
Endogenous liquidity and defaultable bonds
Z He, K Milbradt
Econometrica 82 (4), 1443-1508, 2014
3682014
A macroeconomic framework for quantifying systemic risk
Z He, A Krishnamurthy
American Economic Journal: Macroeconomics, 2018
338*2018
Balance sheet adjustments during the 2008 crisis
Z He, IG Khang, A Krishnamurthy
IMF Economic Review 58 (1), 118-156, 2010
259*2010
Treasury inconvenience yields during the covid-19 crisis
Z He, S Nagel, Z Song
Journal of Financial Economics 143 (1), 57-79, 2022
2572022
A model of safe asset determination
Z He, A Krishnamurthy, K Milbradt
American Economic Review 109 (w22271), 1230-1262, 2019
249*2019
Quantifying liquidity and default risks of corporate bonds over the business cycle
H Chen, R Cui, Z He, K Milbradt
The Review of Financial Studies 31 (3), 852-897, 2018
2222018
Optimal executive compensation when firm size follows geometric brownian motion
Z He
The Review of Financial Studies 22 (2), 859-892, 2009
2182009
Leverage dynamics without commitment
P DeMarzo, Z He
Journal of Finance (2021), 76 (3), pp. 1195-1250., 2021
1802021
A model of dynamic compensation and capital structure
Z He
Journal of Financial Economics 100 (2), 351-366, 2011
1782011
5. Chinese Bond Markets and Interbank Market
M Amstad, Z He
The Handbook of China's Financial System, 105-148, 2020
152*2020
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Articles 1–20